+133.8%
KORU vs ACWI
+74.5%
+59.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.6% | +8.7% | -2.5% |
| 7D | -25.8% | +0.3% | -26.2% | -21.9% |
| 30D | -56.9% | -2.8% | -54.1% | -44.4% |
| 3M | -55.7% | -3.2% | -52.5% | -38.3% |
| 6M | -83.7% | +1.3% | -85.0% | -75.7% |
| YTD | -15.3% | +11.2% | -26.5% | +4.7% |
| 1Y | +3.4% | +13.8% | -10.4% | +19.6% |
| 3Y | +133.8% | +76.2% | +57.6% | -42.7% |
| All | +133.8% | +74.5% | +59.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling